From Wikipedia, I learned that figure of speech is change of general usage of words. When it's a change of the ordinary or expected pattern of words, it is called "scheme", while when it's a change of the general meaning of words, it is called "tropes". I wonder how to understand "change of the ordinary or expected pattern of words" in "scheme"?

I was also wondering what relations and differences are between rhetoric and figure of speech? I think rhetoric holds the same meaning as figure of speech. However, the Wikipedia articles seem to give me an impression that figure of speech is just a kind of rhetoric. If this is true, what are some kinds of rhetoric that is not figure of speech?

Figures are a subset of Rhetoric, albeit a major subset, which is probably why you have equated the two. Nonetheless, they are different. Rhetoric is an over-arching framework for persuasive speech or writing that not only includes figures, but also includes topics like the appeals (ethos, pathos, logos), identifying the type of situation, the canons, and various other areas.

You may want to use the website Silva Rhetoricae as well, rather than Wikipedia. It is much better than Wikipedia, and is generally seen as the "go to" site on the net for Rhetoric.